linesearch: Line searcher function

Description Usage Arguments Details

Description

linesearcher method for GLM class

define lineseaher method

Usage

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2
3
wolfe_linesearcher(a = 0.01, b = 0.9, t0 = 1, tol = 0.001, ...)

backtrack_linesearcher(a = 0.4, b = 0.8, ...)

Arguments

a

m1 in f(x<e1><b5><a2> + t*d) <= f(x<e1><b5><a2>) + m<e2><82><81>*t<<e2><88><87>f(x<e1><b5><a2>) , d>

b

m2 in <<e2><88><87>f(x<e1><b5><a2> + t*d), d> >= m<e2><82><82><<e2><88><87>f(x<e1><b5><a2>), d>

t0

init step size

tol

tolerance

a

f(x + t * <ce><94>x) <e2><89><a6> f(x) + a.t<<e2><88><87>f(x), <ce><94>x

b

Details

Linesearch backtrack


xinchoubiology/RcppGLM documentation built on May 4, 2019, 1:06 p.m.